Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Price Change vs. Price Growth Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
fgaston
Posted : Monday, January 8, 2018 5:02:09 PM
Registered User
Joined: 6/19/2014
Posts: 40

Hi:

What is the difference please between Price Change and Price Growth?

Also, what are the formulas please for Price Change-1 Yr and Avg Price Change-3 Yr

Thanks, Fred

 

Bruce_L
Posted : Tuesday, January 9, 2018 8:52:39 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

The price percent change just uses the starting and ending values over the period while the price growth rate is based on a linear regression line of all of the prices.

Price Growth Rate Explanation

A 1 year price percent change in an daily time frame would be:

100 * (C / C252 - 1)

You would have to switch up to at least a 2 day time frame to calculate a 3 year price percent change.

100 * C / C378 - 1)

Annualizing this to one year (what I am assuming you mean by average price change) would result in the following (you would need to use the 2 day time frame for this as well).

100 * ((C / C378) ^ (1 / 3) - 1)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.